My understanding was that what we saw was the Brooklyn Bridge, and in the background Manhattan. Could be wrong though. And for the record: What I will do until 2009? Seriously?
Okay, just finished watching and wow - kick butt episode. Felt a little rushed to have so much storyline happen in one episode, but otherwise perfect.
As for the ending *SPOILERS*...
...I think it was Earth. I have no idea where or when, but doesn't make sense for it not to be Earth. And just because NY or wherever they are is a wasteland, doesn't mean the rest of the planet is that way. I hate it when SCI FI shows just show people land in one spot on the planet and presume that the whole planet is that way. That's definitely the Star Wars way of doing things - ice planet, desert planet, forest moon, etc.
I think there must still be life left on Earth. Underground, another continent, whatever. I'm still hopefull that while BG will end, there will be a spin off/follow-up show. Maybe 100 years in the future or whatever if the current actors are no longer interested.